Welcome to KOPS!

KOPS is the Institutional Repository of the University of Konstanz. As a document server, it offers members of the University of Konstanz the ability to post documents on the Internet in terms of Open Access and functions as a university bibliography listing all publications of the University from 2008 on.

In KOPS you can conduct full-text searches, browse the bibliography and enter your publications either as a bibliographic entry or as full text. All entries are then freely available on the Internet and in the long term. Your publications will also be able to be found in library catalogs, databases, and all major search engines, thus greatly increasing the visibility of your publications.

New entries

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    Restraining free-riders : The effects of actor types and decision rules in the public goods game 
    Sauermann, Jan; Glassmann, Ulrich (2014) - Journal article
    Many experiments comparing individual and group behavior find that groups behave more egoistically than individuals. However, most of these studies do not control for the influence of within-group decision-making rules ...
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    Optimal Participation Taxes and Efficient Transfer Phase-Out 
    Lorenz, Normann; Sachs, Dominik (2012) - Working Paper/Technical Report
    We analyze the optimal design of income transfer programs with a special focus on participation taxes and the marginal tax rates in the phase-out region. The analytical framework incorporates labor supply responses along ...
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    Wage Floors, Imperfect Performance Measures, and Optimal Job Design 
    Kragl, Jenny; Schöttner, Anja (2012) - Working Paper/Technical Report
    We analyze the effects of wage floors on optimal job design in a moral-hazard model with asymmetric tasks and imperfect aggregate performance measurement. Due to cost advantages of specialization, assigning the tasks to ...
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    The Puzzle of Index Option Returns 
    Constantinides, George M.; Jackwerth, Jens Carsten; Savov, Alexi (2012) - Working Paper/Technical Report
    We construct a panel of S&P 500 index call and put option portfolios, daily adjusted to maintain targeted maturity, moneyness, and unit market beta, and test multi-factor pricing models. The standard linear factor methodology ...
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    Recovering Delisting Returns of Hedge Funds 
    Hodder, James E.; Jackwerth, Jens Carsten; Kolokolova, Olga (2012) - Working Paper/Technical Report
    Numerous hedge funds stop reporting each year to commercial data bases, wreaking havoc with analyzing investment strategies which incur the unobserved delisting return. We use estimated portfolio holdings for funds-of-funds ...

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